+5,442.9%
GRMN vs JBHT
+7,512.2%
-2,069.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +0.3% |
| 7D | +2.3% | -1.4% | +3.7% | +2.8% |
| 30D | +2.6% | -3.1% | +5.6% | +3.6% |
| 3M | -5.0% | -19.5% | +14.6% | +1.8% |
| 6M | +23.1% | -9.6% | +32.7% | +25.7% |
| YTD | +42.9% | +13.3% | +29.6% | +34.0% |
| 1Y | +41.7% | +29.7% | +12.0% | +26.6% |
| 3Y | +160.7% | +28.3% | +132.4% | +127.2% |
| 5Y | +124.2% | +18.5% | +105.7% | +97.7% |
| 10Y | +684.8% | +198.1% | +486.7% | +380.7% |
| All | +5,442.9% | +7,512.2% | -2,069.4% | +1,378.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling